I'm using PDO in my PHP application. It connects to a MySQL server on the same server:
$db = new PDO(mysql:host=localhost;dbname=test, $username, $password);
I created two pages with the same output (just some dummy data in plain html) one of which contains the call to create PDO. If I open the page that uses no connection the response is between 0.5 and 1 second quicker.